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Ivan Shaliastovich
Ivan Shaliastovich
Associate Professor of Finance, University of Wisconsin Madison
Verified email at wisc.edu - Homepage
Title
Cited by
Cited by
Year
A long-run risks explanation of predictability puzzles in bond and currency markets
R Bansal, I Shaliastovich
The Review of Financial Studies 26 (1), 1-33, 2013
744*2013
Good and bad uncertainty: Macroeconomic and financial market implications
G Segal, I Shaliastovich, A Yaron
Journal of Financial Economics 117 (2), 369-397, 2015
5132015
Volatility, the macroeconomy, and asset prices
R Bansal, D Kiku, I Shaliastovich, A Yaron
The Journal of Finance 69 (6), 2471-2511, 2014
4692014
An equilibrium guide to designing affine pricing models
B Eraker, I Shaliastovich
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008
1812008
Good and bad variance premia and expected returns
M Kilic, I Shaliastovich
Management Science 65 (6), 2522-2544, 2019
1502019
Confidence risk and asset prices
R Bansal, I Shaliastovich
American Economic Review 100 (2), 537-541, 2010
1382010
Volatility-of-volatility risk
D Huang, C Schlag, I Shaliastovich, J Thimme
Journal of Financial and Quantitative Analysis 54 (6), 2423-2452, 2019
1302019
Learning and asset-price jumps
R Bansal, I Shaliastovich
The Review of Financial Studies 24 (8), 2738-2780, 2011
972011
Learning, confidence, and option prices
I Shaliastovich
Journal of Econometrics 187 (1), 18-42, 2015
91*2015
Oil volatility risk
L Gao, S Hitzemann, L Xu
81*
Durable goods, inflation risk, and equilibrium asset prices
B Eraker, I Shaliastovich, W Wang
The Review of Financial Studies 29 (1), 193-231, 2016
632016
Volatility risk pass-through
R Colacito, MM Croce, Y Liu, I Shaliastovich
The Review of Financial Studies 35 (5), 2345-2385, 2022
342022
Government policy approval and exchange rates
Y Liu, I Shaliastovich
Journal of Financial Economics 143 (1), 303-331, 2022
23*2022
Pricing of the time-change risks
I Shaliastovich, G Tauchen
Journal of Economic Dynamics and Control 35 (6), 843-858, 2011
22*2011
Risk adjustment and the temporal resolution of uncertainty: evidence from options markets
D Huang, I Shaliastovich
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2014
202014
Macroeconomic bond risks at the zero lower bound
N Branger, C Schlag, I Shaliastovich, D Song
Available at SSRN 2820207, 2016
142016
Uncertainty, risk, and capital growth
G Segal, I Shaliastovich
SAFE Working Paper, 2023
122023
Political Announcement Return
Y Liu, I Shaliastovich
Available at SSRN 4016112, 2021
6*2021
How Risky Are US Corporate Assets?
T Davydiuk, S Richard, I Shaliastovich, A Yaron
The Journal of Finance 78 (1), 141-208, 2023
42023
Monetary policy risks in the bond markets and macroeconomy
I Shaliastovich, R Yamarthy
Manuscript, University of Pennsylvania, 2015
32015
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